Samples of natural clinoptilolite were modified by an acid–thermal method at nitric acid concentrations of 0.25, 0.5, 1.0, and 3.0 M and a contact time of 30 min. A series of catalysts, K2PdCl4–Cu(NO3)2–KBr/S (S = 0.25H-CLI, 0.5H-CLI, 1H-CLI, and 3H-CLI) was obtained. All samples were investigated by X-ray phase and thermogravimetric analysis, FT-IR spectroscopy, water vapor ad/desorption and pH metric method. Besides, K2PdCl4–Cu(NO3)2–KBr/S samples were tested in the reaction of low-temperature carbon monoxide oxidation. It have been found that, owing to special physicochemical and structural-adsorption properties of 3H-CLI, it promotes formation of the palladium–copper catalyst providing carbon monoxide oxidation at the steady-state mode down to CO concentrations lower than its maximum permissible concentration at air relative humidity varied within a wide range.